FXZ
First Trust Materials AlphaDEX Fund
ETF
$78.22+0.78 (+1.01%)Close Oct 2, 2026
May 11, 2007 – Oct 2, 2026, Dividends reinvested
- Final balance
- $51,946
- CAGR
- +8.87%
- Max drawdown
- −65.46%
- Sharpe ratio
- 0.45
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Growth of $10,000
Trailing returns (%)
Annualized from 3Y- 1M
- −9.18%
- 3M
- −0.42%
- 6M
- +2.12%
- YTD
- +21.69%
- 1Y
- +26.73%
- 3Y
- +9.71%
- 5Y
- +8.33%
- 10Y
- +10.35%
- 15Y
- +11.91%
- Since 2007
- +8.87%
Metrics
Since 2007| Volatility | 26.95% |
|---|---|
| Sortino ratio | 0.63 |
| Calmar ratio | 0.14 |
| Best year, 2009 | +59.50% |
| Worst year, 2008 | −44.42% |
| Positive years | 11 of 18 |
| Longest drawdown | 2.8 years |
Worst drawdowns
Since 2007| Decline | Peak | Bottom | Recovered | Length |
|---|---|---|---|---|
| −65.5% | May 2008 | Mar 2009 | Dec 2010 | 2.6 years |
| −49.4% | Jan 2018 | Mar 2020 | Nov 2020 | 2.8 years |
| −34.0% | Apr 2024 | Apr 2025 | Jan 2026 | 1.8 years |
| −32.6% | May 2011 | Oct 2011 | Dec 2012 | 1.6 years |
| −31.2% | Apr 2022 | Sep 2022 | Apr 2024 | 2 years |
Annual returns
2007 from May 11 · 2026 through Oct 2